Flight
MKE is a great option, though it is a smaller airport. You can uber to wedding festivities and downtown hotels easily. For more flight options, flying into Chicago Midway or O'hare airports might be the way to go. Consider flying into Chicago and taking an Amtrak train up north to Milwaukee.
Train
From Chicago's Union Station, the Amtrak Hiawatha will take you to downtown Milwaukee. It runs every day, multiple times a day, for roughly $25.
Hotel
Hotel